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~isPartOf:"Finance research letters"
~isPartOf:"Research in international business and finance"
~subject:"ARCH model"
~subject:"Investment Fund"
~subject:"Volatilität"
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Portfolio Optimization in Corp...
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ARCH model
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Chaiyuth Padungsaksawasdi
3
Goodell, John W.
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Koutsokostas, Drosos
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Papathanasiou, Spyros
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Ali, Shoaib
2
Auer, Benjamin R.
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Capelli, Paolo
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Escobar, Marcos
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Hammoudeh, Shawkat
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Finance research letters
Research in international business and finance
Journal of banking & finance
117
Journal of financial economics
83
International review of financial analysis
77
The journal of asset management
69
Journal of empirical finance
66
NBER working paper series
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Pacific-Basin finance journal
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European journal of operational research : EJOR
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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1
Bivariate mixed normal GARCH models and out-of-sample hedge performances
Chung, Sang-kuck
- In:
Finance research letters
6
(
2009
)
3
,
pp. 130-137
Persistent link: https://www.econbiz.de/10003888006
Saved in:
2
Expanding the frontier one asset at a time
Ukhov, Andrey
- In:
Finance research letters
3
(
2006
)
3
,
pp. 194-206
Persistent link: https://www.econbiz.de/10003374038
Saved in:
3
On the concentration of mutual fund portfolio holdings : evidence from Taiwan
Chen, XiaoHua
;
Lai, Yun-Ju
- In:
Research in international business and finance
33
(
2015
),
pp. 268-286
Persistent link: https://www.econbiz.de/10011325865
Saved in:
4
The persistence of European mutual fund performance
Vidal-García, Javier
- In:
Research in international business and finance
28
(
2013
),
pp. 45-67
Persistent link: https://www.econbiz.de/10009725159
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5
Portfolio analysis of intraday covariance matrix in the Greek equity market
Vortelinos, Dimitrios I.
- In:
Research in international business and finance
27
(
2013
),
pp. 66-79
Persistent link: https://www.econbiz.de/10009708102
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6
Can advanced markets help diversify risks in frontier stock markets? : evidence from Gulf Arab stock markets
Demirer, Rıza
- In:
Research in international business and finance
29
(
2013
),
pp. 77-98
Persistent link: https://www.econbiz.de/10009759908
Saved in:
7
Cross-sectional anomalies and volatility risk in different economic and market cycles
Peltomäki, Jarkko
;
Äijö, Janne
- In:
Finance research letters
12
(
2015
),
pp. 17-22
Persistent link: https://www.econbiz.de/10011551749
Saved in:
8
Should Islamic investors consider SRI criteria in their investment strategies?
Erragraguy, Elias
;
Revelli, Christophe
- In:
Finance research letters
14
(
2015
),
pp. 11-19
Persistent link: https://www.econbiz.de/10011552568
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9
The timing ability and global performance of Tunisian mutual fund managers : a multivarate GARCH approach
Queslati, Abdelmonem
;
Hammami, Yacine
;
Jilani, Faouzi
- In:
Research in international business and finance
31
(
2014
),
pp. 57-73
Persistent link: https://www.econbiz.de/10010434018
Saved in:
10
On the characteristics of dynamic correlations between asset pairs
Jacobs, Michael <Jr.>
;
Karagozoglu, Ahmet K.
- In:
Research in international business and finance
32
(
2014
),
pp. 60-82
Persistent link: https://www.econbiz.de/10010434475
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